+1,692.6%
PLTR vs FSLR
+224.1%
+1,468.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.6% | -3.6% |
| 7D | -5.3% | +6.8% | -12.2% | -7.2% |
| 30D | -1.0% | -14.7% | +13.7% | +3.6% |
| 3M | +24.8% | -22.6% | +47.4% | +33.7% |
| 6M | +8.4% | +12.7% | -4.3% | +2.8% |
| YTD | -4.2% | -18.4% | +14.2% | -1.4% |
| 1Y | +9.1% | +4.9% | +4.2% | +3.0% |
| 3Y | +1,025.6% | +16.4% | +1,009.2% | +802.3% |
| 5Y | +565.8% | +123.5% | +442.3% | +237.5% |
| All | +1,692.6% | +224.1% | +1,468.5% | +798.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling